Y ou can start a menu from scratch by selecting Macro from the Tools menu, and then choosing Macros.... If you enter a valid name in the Macro Name: field, the Createbutton will become enabled, and you can click it to start a new macro. If you want to create a macro that closes Excel, for example, simply enter application.quit as shown in the example below. You can then add a button in the usual way, and use the macro.
Note that if you've changed your spreadsheet, then running your macro will do the same as trying to close Excel using the menu, Alt F4 or the Close button - i.e. you will be asked if you want to save your file. If you want to have more control over the user interface and stop this happening, you can use the msgbox() and if commands.